+77.0%
ZTS vs ECL
+205.6%
-128.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.6% |
| 7D | -1.0% | -0.5% | -0.5% | -0.5% |
| 30D | +10.8% | +8.8% | +1.9% | +6.1% |
| 3M | +14.1% | +7.8% | +6.2% | +9.7% |
| 6M | +0.8% | +21.3% | -20.6% | -9.3% |
| YTD | -33.1% | +17.8% | -50.9% | -38.7% |
| 1Y | -30.0% | +21.1% | -51.1% | -36.8% |
| 3Y | -49.5% | +80.1% | -129.6% | -63.8% |
| 5Y | -60.2% | +40.5% | -100.7% | -68.2% |
| 10Y | +77.0% | +197.7% | -120.7% | -8.5% |
| All | +77.0% | +205.6% | -128.6% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling